School of Economics and Management University of Petroleum 102249;
Economics&Technology Research Institute National Petroleum Corporation 100724;
Key Laboratory of Oil and Gas Market Simulation and Price Forecasting National Petroleum Corporation 100724;
Institue of Energy University 100080;
Own-monitored daily-frequency data; Refined oil wholesale prices; Spillover effects; VAR-BEKK-GARCH; PCA-BP neural Network;